AvinashAcharya / factorAnalyticsLinks
R package factorAnalytics developed during Google Summer of Code 2016
☆24Updated 7 years ago
Alternatives and similar repositories for factorAnalytics
Users that are interested in factorAnalytics are comparing it to the libraries listed below
Sorting:
- ☆97Updated 8 months ago
- ☆82Updated last year
- ☆47Updated 9 years ago
- ☆45Updated 11 years ago
- GAS models☆35Updated 4 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- R package for high frequency time series data management☆65Updated 7 months ago
- R package for inference on the Sharpe ratio.☆20Updated last year
- Easily source publicly available data on derivatives☆38Updated 4 years ago
- ☆17Updated 4 years ago
- MSGARCH R Package☆82Updated 3 years ago
- ☆20Updated 11 years ago
- Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages☆111Updated 6 years ago
- ☆30Updated 6 years ago
- ☆75Updated 9 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated last year
- Probability of Backtest Overfitting☆49Updated 3 years ago
- ☆233Updated 4 months ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆161Updated last month
- CRAN Task View: Empirical Finance☆58Updated 3 weeks ago
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Updated 9 years ago
- Automated Backtesting of Portfolios over Multiple Datasets☆70Updated 3 years ago
- This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/r…☆29Updated 6 months ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated 3 weeks ago
- Three Pass Regression Filter for R☆16Updated 10 years ago
- Fixed income tools for R☆63Updated 8 months ago